Xiaowen Zhou

Management Science and Operations Research · Journal of Applied Probability · 2005–2014

A researcher in the Science corpus: 10 papers; trusts 38 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 90 citations into it; #1,361 of 11,946 by trust here, #1,482 by citations
• Finance — 71 citations into it; #5,710 of 10,518 by trust here, #4,599 by citations
• Demography — 36 citations into it; #335 of 4,236 by trust here, #526 by citations
• Statistics and Probability — 27 citations into it
• Mathematical Physics — 24 citations into it
• Management Information Systems — 11 citations into it
• Economics and Econometrics — 5 citations into it; #3,998 of 23,481 by trust here, #6,470 by citations

Whom Xiaowen Zhou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andreas E. Kyprianou
2. Hansjörg Albrecher *
3. X. Lin
4. Jean-François Renaud
5. Hans U. Gerber
6. Budhi Arta Surya
7. Ronnie Loeffen
8. D. Dickson
9. Gordon E. Willmot
10. Shuanming Li

Who trusts Xiaowen Zhou overall

1. Andreas E. Kyprianou
2. Hansjörg Albrecher *
3. Chuancun Yin
4. Ronnie Loeffen
5. Enrico Biffis
6. Florin Avram
7. Hans U. Gerber
8. Qihe Tang
9. Bin Li
10. Kam Chuen Yuen

Papers from Xiaowen Zhou's perspective

Ordered by how strongly the researchers Xiaowen Zhou trusts endorse each paper. Same corpus, a different order for every researcher.

1. Introductory Lectures on Fluctuations of Lévy Processes with Applications
2. Ruin probabilities and overshoots for general Lévy insurance risk processes
3. Overshoots and undershoots of Lèvy processes
4. On the optimal dividend problem for a spectrally negative Lévy process
5. Exit problems for spectrally negative Levy processes and applications to (Canadized) Russian options
6. Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (Journal of Applied Probability)
7. Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Journal of Applied Probability)
8. Spectrally negative Lévy processes with applications in risk theory (Advances in Applied Probability)
9. The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
10. On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes

Their papers

• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model (2007) — 70 citations
• On a Classical Risk Model with a Constant Dividend Barrier (2005) — 100 citations
• A Lévy Insurance Risk Process with Tax (2008) — 94 citations
• General tax Structures and the Lévy Insurance Risk Model (2009) — 76 citations
• OCCUPATION TIMES OF SPECTRALLY NEGATIVE LÉVY PROCESSES WITH APPLICATIONS (2010) — 116 citations
• Occupation times of intervals until first passage times for spectrally negative Lévy processes (2012) — 140 citations
• The Joint Laplace Transforms for Diffusion Occupation Times (2013) — 53 citations
• Exit identities for L\'evy processes observed at Poisson arrival times (2014) — 108 citations
• On pre-exit joint occupation times for spectrally negative Lévy processes (2014) — 47 citations
• An Insurance Risk Model with Parisian Implementation Delays (2013) — 74 citations